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The Reich Lab at UMass-Amherst's Projects

hubensembles icon hubensembles

code for building ensembles for predictive modeling hubs

idforecastutils icon idforecastutils

utility functions for various forecasting models, exercises, and rounds

jacques icon jacques

Just Another Conditional Quantile Estimator

kcde icon kcde

Kernel conditional density estimation with flexible kernel specifications.

ledge icon ledge

Hedging algorithms with lag

lssm icon lssm

Linear state space models

mvtnorm-mod-kcde icon mvtnorm-mod-kcde

A version of R's mvtnorm package with minor modifications yielding approximately 30% speedups in KCDE estimation with pdtmvn-based kernel functions and discrete variables.

ncov icon ncov

analyses related to nCoV-2020 outbreak

neural-stack icon neural-stack

Neural network based ensemble of flu prediction models.

pdtmvn icon pdtmvn

R package implementing partially discretized truncated multivariate normal distributions

pkr icon pkr

Command line package/script management for R based on packrat.

pylssm icon pylssm

Linear state space models in Python

rclp icon rclp

Recalibrated linear pool ensembles

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